TTD Options History — April 2018

In April 2018, TTD traded between $4.74 and $5.46. ATM implied volatility averaged 57.4%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 16.4% (HV 20d: 41.0%). Max pain ranged from $5.00 to $5.50. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.70.

Notable Days

  • 2018-04-19: Highest Volume — 48,890 contracts
  • 2018-04-11: Largest IV spike — 18.0% change
  • 2018-04-25: Highest IV Rank — 46.6%
  • 2018-04-30: Largest Expected Move — 20.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.12$4.74$5.46$4.80$5.15
Max Pain$5.28$5.00$5.50$5.50$5.40
ATM IV57.4%49.1%67.2%55.4%59.7%
Expected Move17.3%14.2%20.1%15.9%20.1%
HV 20d41.0%33.3%45.1%39.6%33.3%
HV 60d61.3%60.1%61.9%60.6%60.1%
IV Rank30.3%16.5%46.6%27.0%34.1%
IV Percentile64.1%40.4%85.7%62.8%70.2%
Term Structure-6.6%-13.5%11.2%6.0%-3.3%
VWIV60.6%51.2%70.4%58.7%70.4%
Skew 25d6.9%6.1%8.2%7.6%7.0%
Skew 10d13.4%7.9%16.3%11.1%15.0%
Call IV 25d56.7%49.4%63.8%54.2%54.6%
Put IV 25d63.6%55.5%70.3%61.8%61.6%
Bid-Ask Spread %25.3612.1560.7327.8712.15
Gamma HHI0.240.160.330.260.21
Net GEX194.5K-174.5K530.0K-127.7K389.1K
Net DEX-11.0M-32.6M10.1M7.1M-13.4M
Net VEX-486.0K-507.0K-458.2K-470.7K-478.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.231.630.611.63
Total Volume20,203.8110,44048,89030,07014,780
Total OI422,288.571375,140480,000412,950394,060

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-04-02$4.80$5.5055.4%15.9%39.6%27.0%58.7%7.6%6.0%-127.7K7.1M-470.7K0.6127.87N/AN/A18,64011,430226,720186,230
2018-04-03$4.74$5.5056.1%16.1%37.9%28.1%51.2%7.0%7.7%-174.5K10.1M-460.9K0.3955.60N/AN/A14,4605,640229,810189,380
2018-04-04$4.80$5.5049.5%14.2%38.7%17.3%52.1%6.1%11.2%-145.2K7.6M-466.4K0.4660.73N/AN/A14,5706,670231,280189,690
2018-04-05$4.94$5.0049.1%17.1%40.2%16.5%58.6%6.5%-7.6%-107.5K828.2K-481.6K0.2316.65N/AN/A21,0804,860230,040190,400
2018-04-06$4.77$5.0050.3%17.5%41.2%18.5%60.4%7.0%-8.3%-128.8K8.7M-462.3K0.3741.50N/AN/A14,9105,530238,600190,830
2018-04-09$4.79$5.0051.9%17.6%40.3%21.2%61.1%7.2%-10.0%-112.0K7.6M-458.2K0.4620.55N/AN/A10,5704,810243,180191,990
2018-04-10$4.99$5.0051.8%17.7%43.4%21.1%60.6%7.0%-8.7%8.4K-2.5M-483.2K0.5224.58N/AN/A11,1805,860244,530192,910
2018-04-11$5.08$5.0061.2%17.5%43.9%36.6%60.0%7.4%-9.8%93.7K-8.3M-491.1K0.6326.60N/AN/A9,7206,100245,180193,370
2018-04-12$5.21$5.0061.5%17.6%44.8%37.1%58.7%7.0%-10.0%198.3K-16.4M-499.7K0.7317.18N/AN/A10,4007,610245,010193,520
2018-04-13$5.21$5.0060.8%17.4%44.8%35.8%59.0%8.2%-10.1%194.9K-15.5M-497.8K0.5314.77N/AN/A9,6705,100247,190194,380
2018-04-16$5.26$5.0058.1%16.7%45.1%31.4%59.2%6.7%-9.0%270.2K-18.1M-494.2K0.4815.29N/AN/A9,4204,530247,750194,430
2018-04-17$5.46$5.0057.3%16.4%45.1%30.1%57.0%6.2%-10.5%320.9K-32.6M-505.1K0.2416.57N/AN/A23,7905,820247,790194,580
2018-04-18$5.42$5.5057.5%16.5%44.1%30.5%60.1%6.2%-11.0%496.6K-29.6M-499.3K0.8018.20N/AN/A9,2707,390254,610194,550
2018-04-19$5.41$5.5055.6%16.0%44.0%27.4%60.1%6.4%-10.1%269.8K-27.2M-497.7K1.3618.81N/AN/A20,70028,190251,720197,510
2018-04-20$5.40$5.5057.4%16.5%42.3%30.3%59.8%7.0%-10.7%489.5K-23.1M-507.0K0.4534.06N/AN/A25,85011,750262,910217,090
2018-04-23$5.37$5.5058.6%16.8%41.7%32.3%59.3%6.5%-9.0%530.0K-24.8M-503.4K0.6115.59N/AN/A6,5704,000218,400156,740
2018-04-24$5.23$5.5065.6%18.8%41.0%43.8%66.9%7.0%-13.1%455.2K-18.4M-490.9K1.5051.77N/AN/A6,2209,360221,780157,790
2018-04-25$5.09$5.5067.2%19.3%36.5%46.6%66.2%6.6%-13.5%336.8K-12.0M-480.6K0.8016.91N/AN/A5,7904,650222,900162,000
2018-04-26$5.22$5.5060.1%19.1%36.9%34.8%67.0%6.2%-3.1%429.1K-17.0M-490.7K1.0712.86N/AN/A5,7806,200224,120163,060
2018-04-27$5.18$5.5060.7%18.9%35.5%35.7%65.9%7.6%-5.9%398.5K-14.7M-487.1K0.8314.30N/AN/A8,4206,990225,520164,510
2018-04-30$5.15$5.4059.7%20.1%33.3%34.1%70.4%7.0%-3.3%389.1K-13.4M-478.7K1.6312.15N/AN/A5,6109,170227,810166,250